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SOL Mean Reversion v2

RookieCryptoBinance

theo.bqVerified+·Mean reversion · hoursView trader

Return (all)

+7.6%

98 days of history

Max drawdown

12.6%

Current 2.3%

Sortino

1.83

Sharpe 1.14 · PSR 0.73

Compliance

2/2

Rookie stage

Risk score

28 · Low

Capacity used

59%

13/22 seats · $68k

Trade analytics

Last 42 closed trades · risk measured at the initial stop

1 risk flag

Avg risk / trade

0.62%

median 0.64% · max 0.75%

Avg planned R:R

1 : 1.08

target distance ÷ stop distance

Realized R:R

1 : 1.06

avg win +0.87R · avg loss −0.82R

Expectancy

+0.15R

per trade

SQN

1.10

Poor

Kelly fraction

16.9%

optimal f · use ¼–½ in practice

Win rate

57.1%

profit factor 1.42

Consecutive W / L

6 / 5

longest streaks

Largest win / loss

+1.3R / −1.0R

Avg hold

12.3h / 10.3h

winners / losers

Avg MAE / MFE

0.55R / 0.74R

adverse / favorable excursion

Capture ratio

85%

of MFE kept by winners

R-multiple distribution

How many trades ended at each multiple of initial risk

Cumulative R

Trade-by-trade equity in R units · total +6.2R

Risk per trade

% of equity at risk on each trade, with the average line

Performance by time

Total R by day of week or close hour (UTC)

Long vs short

	Long	Short
Trades	24	18
Win rate	58%	56%
Expectancy	+0.13R	+0.17R
Total R	+3.1R	+3.1R
Equity PnL	+1.8%	+2.2%

Recent trades

Closed	Instrument	Risk	Plan R:R	Result	Hold
Oct 4, 10:06	SOL long	0.66%	1:1.3	+0.84R	1.6d
Oct 3, 07:06	SOL long	0.68%	1:1.3	−0.63R	11.7h
Oct 2, 17:13	SOL long	0.53%	1:1.2	+1.24R	4.2h
Oct 2, 21:52	SOL long	0.75%	1:1.0	+0.82R	1.5h
Oct 2, 05:34	SOL long	0.57%	1:1.3	+0.78R	1.1d
Sep 30, 22:45	SOL long	0.57%	1:0.9	+0.66R	6.7h
Sep 23, 02:53	SOL short	0.65%	1:1.3	+1.01R	8.0h
Sep 20, 20:08	SOL long	0.51%	1:0.9	+0.57R	2.6h
Sep 19, 10:41	SOL long	0.59%	1:1.2	−0.79R	1.4h
Sep 16, 04:21	SOL long	0.71%	1:0.9	+0.49R	5.0h
Sep 13, 16:31	SOL short	0.51%	1:1.1	+0.83R	2.2d
Sep 12, 02:48	SOL long	0.75%	1:1.1	−0.82R	11.7h

Performance statistics

Based on 42 trades over 98 days. Metric set v1.4 · recomputable from raw exchange data.Thin sample — treat with caution

Trailing returns

Strategy NAV, realized follower results after costs, and BTC over the same windows

Period	1W	1M	3M	YTD	All
Strategy	−0.1%	+4.8%	+6.1%	+7.6%	+7.6%
Followers	−0.1%	+4.8%	+6.0%	+7.5%	+7.5%
BTC	+0.4%	+1.0%	+11.3%	+6.4%	+6.4%
Excess vs BTC	−0.4%	+3.8%	−5.2%	+1.2%	+1.2%

Returns

Return 1m: +4.8%
Return 3m: +6.1%
Return 12m: Insufficient data
Return since start: +7.6%
CAGR: +31.4%

Risk

Max drawdown: 12.6%
Volatility (ann.): 27.0%
Downside deviation: 16.9%
Ulcer index: 4.49%
VaR / CVaR 95% (daily): 2.09% / 2.28%
VaR / CVaR 99% (daily): 2.54% / 2.54%
Longest time under water: 40 days
Max / avg leverage: 3.2x / 1.5x
Top-3 trades share of PnL: 13%

Risk-adjusted

Sharpe: 1.14
Sortino: 1.83
Calmar: 2.49
Recovery factor: 0.60
Probabilistic Sharpe (PSR): 0.73
Omega ratio: 1.16
Gain-to-pain: 0.16

Trades

Trades: 42
Win rate: 56%
Payoff ratio: 1.01
Profit factor: 1.29
Expectancy: 2 bps
Tail ratio: 2.2
Avg holding time: 13.4 h

Consistency

Profitable months: 80%
Equity curve R²: 0.24
Longest losing streak: 6 days
Skew / kurtosis: 0.52 / 3.2
Consistency score: 77/100

Benchmark (vs BTC)

Beta: 0.13
Alpha (ann.): +26.3%
Correlation / R²: 0.24 / 0.06
Up / down capture: 17% / 11%
Tracking error: 50.8%
Information ratio: -0.09

Strategy vs BTC

Daily return pairs with the regression fit (slope = beta), and how beta and correlation change over time

Daily return pair98 daysFit · β0.13

BTC daily return →

Rolling 90-day beta & correlation

Oct 6, 2026Beta0.12Correlation0.22

Rolling risk-adjusted performance

90-day rolling Sharpe ratio and annualized volatility, synced

Oct 6, 2026Sharpe 90d1.00Volatility 90d28.0%

Volatility (ann.)

Return distribution

Daily returns vs a fitted normal curve — bars beyond the curve are fat-tail days

Up daysDown daysNormal fitVaR 95%−2.09%

Worst drawdowns

The five deepest peak-to-trough episodes and how long recovery took

#	Depth	Peak	Trough	Recovered	Decline	Recovery
1	−12.6%	Aug 27, 2026	Sep 15, 2026	Ongoing	19 d	—
2	−4.9%	Jul 8, 2026	Jul 24, 2026	Aug 1, 2026	16 d	8 d
3	−3.8%	Aug 16, 2026	Aug 19, 2026	Aug 21, 2026	3 d	2 d
4	−3.7%	Aug 21, 2026	Aug 24, 2026	Aug 25, 2026	3 d	1 d
5	−2.5%	Aug 13, 2026	Aug 14, 2026	Aug 16, 2026	1 d	2 d

Day-of-week profile

Average daily return and share of up days by weekday

Share of up days

29%

64%

50%

64%

29%

57%

79%

Exposure

Gross exposure, % of equity (last 120 days), and where it sits

Gross exposure60% of equityPeak327%

Average share of exposure

SOL100% · 163.9%

Performance by instrument

Share of net PnL